Hi...

Is it possible to see if carry is negative of positive based on just looking at the curve?
Are th erules wrt Steepners /Flatteners wrt Carry and Rolldown?

I have a question.How does a cross currency swap trader hedge its self?Assume he trades a 3m dollar / euro basis

For the traders...If you are allocated say 100 mio to trade with.What does this mean precisely!!!!Is 100 mio the target?

Bonjour....Question for any bond market maker.If you buy a bond from a client. What do you do as a hedge.I assume you do a swap directly or a future to hedge out the interest rate risk.Do you market makers also hedge the credit risk or inflation risk?Or are those the risks you keep.

Question....You hav eall these FI models.For example, Heath-Jarrow-Morton model has become one of the most widely used models to value fixed income securities and derivatives.What kind of products do they value these models with. Plain vanilla swaps?

What does historical data say about the shape of yield curve in a sell-off or rally environment?

Quick question.....hedging swaps with bond futures gives you an unhedgeable swap spread position.But what if you hedge the swap with say a euribor strip. What kind of position have you created?

Question on ASW....Hi,How do I go from ASW to a bond price.I want to replicate it in a sheet where the input would be ASW spread and output would be price of a bond.What are the steps I should take.tnx

I was wondering.....Besides being exposed to vol.....why would one pay fix in a swap instead of sell receiver swaption or vice versa!!!

...DV01 of a plain vanilla swap tells you the rate sensitivity of your position NOW....I assume that this DV01 is NOT a constant and changes...Is this correct or not?

Hi, Is this correct??? (wrt yield curve)1) with a swap.....Accrual Convention is linear below 1 year and exponential after one year (Zero coupon).2) If yes....How about an OIS?

right or wrong? (last post)

<t>QuoteOriginally posted by: MartinghoulIt's all about the rate... When you recv fixed, you want the rate lower, so you're "giving" it. It's all that "Yours!"/"Mine!" malarkey, y'know?Eeehhh....let me seeTrader...Broker....ClientClient wants to rec 10y fix and calls the broker....broker gets a quot...

Why is that receiving....If I am given 100mm....aint I supposed to pay over the 100MM???And the one who gave me that 100MM receiving??????

<t>QuoteOriginally posted by: dvl84QuoteOriginally posted by: MartinghoulWell, I don't really understand what the goal might be here... The best hedge for a 10y swap position is an unwind or, equivalently, a new offsetting 10y swap. Why exactly the need to hedge it with Euribors and fwd-starting swa...